**Search Forex Factory**

- GoldTheHun replied May 13, 2020
What you mention is a binomial probability. So Standard Deviation of binomial probability is: StDev = Sqrt( P * Q * N) P = Probability of winning Q = Probability of losing (1-P) N = Number of Trials So for the coin toss example, number of tails (or ...

- GoldTheHun replied Apr 6, 2020
Very smart Mingary... The link you shared is excellent. I will copy paste some excerpts... I would recommend everyone to read these: "if asset prices in the short term show an identifiable pattern, speculators will find this pattern and exploit it, ...

- GoldTheHun replied Apr 5, 2020
It looks very good, but according to my analysis atr does not work with z scores. The better way to calculate volatility is by using Average(MathLog(MathAbs(close /close[1]))) Then use sqrt(time) to project the zscore boundaries.. This is very ...

- GoldTheHun replied Apr 4, 2020
Big money will never let little money to win, that is a fact. They need losers so they can make money. In markets ıf there are no losers, there are no winners. So they will make everything possible to make the markets as confusing as possible. They ...

- GoldTheHun replied Mar 31, 2020
Please try that with 10 or 50 pips. You will see that your sample will not repeat itself. Half a pip is just a noise, without ant statistical validity..

- GoldTheHun replied Mar 31, 2020
Exactly, my hat's off to you....

- GoldTheHun replied Sep 15, 2019
Saudi's are suppliers of %10 of the world oil production. It is said that this incident will cut their production in half. So mathematically price should gap up by %5 of the friday's close. Anything above that should be treated as speculative, even ...

- GoldTheHun replied Apr 1, 2019
I think the distance should be calculated as Log(percentage). When the price of EURUSD gets higher distance in pips magnifies and vice versa when the price is smaller. I would humbly suggest MathLog(Price / EMA).

- GoldTheHun commented Dec 8, 2018
All your statements are correct and rightful, good luck with the suit. All the retail fx brokers are market makers. You lose=they win, simple is that. Any broker who ALLOWS FRACTIONAL LOTS trading is a market maker and they will never let you make ...

- GoldTheHun replied Oct 16, 2018
Rafei, Your thinking is outside the box and I personally appreciate that. Other MA's are just moving averages with a lot of fancy looks and most of them does not serve any purpose other than the looks. Thank you for sharing your idea...

- GoldTheHun replied Mar 30, 2018
Hi Alpha, What about real time pivots for the trading day? A brief explanation: Every minute passes during the current day you calculate (High(Today) + Low(Today) + Close(ThisMinute))/3 High, Low and Close values are the values realized up to that ...

- GoldTheHun replied Mar 20, 2018
I have never claimed to have profited from this because I still don't have a method to enter long or short for the day. It still is a %50-%50 proposition..

- GoldTheHun replied Mar 20, 2018
When a new day opens, the levels are recalculated for this day. The levels do not use previous day prices (open, high, low, close). The fib level is drawn always between D1 Sup0 and D1 Res0... Good luck.....

- GoldTheHun replied Jan 31, 2018
%100 agreed...

- GoldTheHun replied Jan 31, 2018
Hi Alpha, I respect your view. But ATR * Sqrt(Time) has no valid grounds.. It might work for you, but you have to fit some multiplier to it in order for it to work. Ex: ATR * Sqrt(Time) * Multiplier The value of this multiplier has to found by some ...

- GoldTheHun replied Jan 30, 2018
Anytime Sis, no problem at all.. As to your question, this formula is based on Random Walk theory, so I didn't invent it. I just applied my logic to it, that is all.... Good Luck...

- GoldTheHun replied Jan 30, 2018
Hi Sis.yphus, Since ATR is mostly based on High and Low relationship between candles, taking the square root of time of the ATR gives out very unrealistic daily range expectations for the next day. I personally think it is a flawed logic. A measure ...

- GoldTheHun replied Jan 30, 2018
The simpliest and accurate way is (MathLog(Close / Close[1]) * Sqrt(Time) )*ZScore The results are very realistic in showing the possible deviation boundaries.....

- GoldTheHun replied Jan 30, 2018
ATR * Sqrt(Time) is wrong. I tried it long time ago. ATR gives out artificialy high values.. The correct way is (MathLog(Close / Close[1]) * Sqrt(Time) )*ZScore The results are very realistic in showing the possible deviation boundaries.....